coefficients.pfr: Extract coefficient functions from a fitted pfr-object

In refund: Regression with Functional Data

Extract coefficient functions from a fitted pfr-object

Description

This function is used to extract a coefficient from a fitted 'pfr' model, in particular smooth functions resulting from including functional terms specified with lf, af, etc. It can also be used to extract smooths genereated using mgcv's s, te, or t2.

Usage

## S3 method for class 'pfr'
coefficients(
  object,
  select = 1,
  coords = NULL,
  n = NULL,
  se = ifelse(length(object$smooth) & select, TRUE, FALSE),
  seWithMean = FALSE,
  useVc = TRUE,
  Qtransform = FALSE,
  ...
)

## S3 method for class 'pfr'
coef(
  object,
  select = 1,
  coords = NULL,
  n = NULL,
  se = ifelse(length(object$smooth) & select, TRUE, FALSE),
  seWithMean = FALSE,
  useVc = TRUE,
  Qtransform = FALSE,
  ...
)

Arguments

object	return object from pfr
select	integer indicating the index of the desired smooth term in object$smooth. Enter 0 to request the raw coefficients (i.e., object$coefficients) and standard errors (if se==TRUE).
coords	named list indicating the desired coordinates where the coefficient function is to be evaluated. Names must match the argument names in object$smooth[[select]]$term. If NULL, uses n to generate equally-spaced coordinates.
n	integer vector indicating the number of equally spaced coordinates for each argument. If length 1, the same number is used for each argument. Otherwise, the length must match object$smooth[[select]]$dim.
se	if TRUE, returns pointwise standard error estimates. Defaults to FALSE if raw coefficients are being returned; otherwise TRUE.
seWithMean	if TRUE the standard errors include uncertainty about the overall mean; if FALSE, they relate purely to the centered smooth itself. Marra and Wood (2012) suggests that TRUE results in better coverage performance for GAMs.
useVc	if TRUE, standard errors are calculated using a covariance matrix that has been corrected for smoothing parameter uncertainty. This matrix will only be available under ML or REML smoothing.
Qtransform	For additive functional terms, TRUE indicates the coefficient should be extracted on the quantile-transformed scale, whereas FALSE indicates the scale of the original data. Note this is different from the Qtransform arguemnt of af, which specifies the scale on which the term is fit.
...	these arguments are ignored

Value

a data frame containing the evaluation points, coefficient function values and optionally the SE's for the term indicated by select.

Author(s)

Jonathan Gellar and Fabian Scheipl

References

Marra, G and S.N. Wood (2012) Coverage Properties of Confidence Intervals for Generalized Additive Model Components. Scandinavian Journal of Statistics.

refund documentation built on Sept. 21, 2024, 1:07 a.m.